+2,784.0%
WM vs DHI
+12,945.6%
-10,161.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -0.3% | -3.1% | +2.8% | +0.1% |
| 30D | -2.4% | -5.5% | +3.1% | -1.7% |
| 3M | +0.4% | -2.2% | +2.6% | +0.5% |
| 6M | -9.5% | -6.0% | -3.5% | -9.1% |
| YTD | +0.5% | 0.0% | +0.5% | -0.1% |
| 1Y | -1.1% | -18.2% | +17.1% | +0.9% |
| 3Y | +46.0% | +22.5% | +23.5% | +38.1% |
| 5Y | +51.8% | +58.4% | -6.5% | +36.1% |
| 10Y | +307.5% | +405.2% | -97.7% | +201.0% |
| All | +2,784.0% | +12,945.6% | -10,161.7% | +1,370.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DHI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling